Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48450.14 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44388.54 Kr¶

PnL: ---------------------------------------> -667.46 Kr¶

DD now: ---------------------------------> -8.792 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:38:09.978891'

Anic Portfolio¶

Today¶

Return: 0.283 %¶

This Week¶

Return: -1.73 %¶

Total portfolio value¶

Return including deposits: 58.613 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.420000 1621.620000 152.620000 10.390000 1468.999998
Hexatronic Group 12 7.700000 1074.000000 107.000000 11.070000 966.999996
VEF 909 3.770000 1899.810000 49.810000 2.690000 1850.000436
Hoist Finance 35 0.860000 1022.000000 42.000000 4.290000 980.000000
OX2 13 0.130000 973.050000 23.050000 2.430000 949.999999
INVISIO 16 1.530000 3712.000000 23.000000 0.620000 3689.000000
BioGaia B 8 3.250000 940.800000 10.800000 1.160000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
Clas Ohlson B 12 5.410000 982.200000 9.200000 0.950000 972.999996
HEXPOL B 9 1.690000 1026.000000 5.000000 0.490000 1020.999996
Sagax B 4 0.190000 857.200000 3.200000 0.370000 854.000000
Atrium Ljungberg B 5 -2.850000 937.500000 2.500000 0.270000 935.000000
JM 6 -0.890000 864.600000 0.600000 0.070000 864.000000
Sagax A 4 0.000000 852.000000 -2.000000 -0.230000 854.000000
Catena 2 -1.660000 784.000000 -8.000000 -1.010000 792.000000
Bilia A 8 1.280000 889.600000 -10.400000 -1.160000 900.000000
AcadeMedia 8 -2.480000 390.080000 -11.920000 -2.970000 402.000000
Byggmax Group 33 2.370000 942.480000 -13.520000 -1.410000 956.000001
Biotage 7 -0.980000 920.500000 -20.500000 -2.180000 940.999997
SKF B 5 2.080000 919.000000 -21.000000 -2.230000 940.000000
Addnode Group B 11 1.880000 895.400000 -25.600000 -2.780000 921.000003
ASSA ABLOY B 3 -0.080000 752.400000 -26.600000 -3.410000 779.000001
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
EQT 4 0.860000 800.000000 -32.000000 -3.850000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Latour B 4 1.390000 817.200000 -39.800000 -4.640000 857.000000
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Vitec Software Group B 2 1.970000 1037.000000 -50.000000 -4.600000 1087.000000
Bufab 3 2.320000 1059.000000 -50.000000 -4.510000 1109.000001
Platzer Fastigheter Holding B 12 -0.130000 907.200000 -53.800000 -5.600000 960.999996
Indutrade 5 0.690000 1161.000000 -57.000000 -4.680000 1218.000000
Orrön Energy 180 0.650000 1964.700000 -78.300000 -3.830000 2043.000000
Sedana Medical 93 0.310000 2403.120000 -117.880000 -4.680000 2521.000011
BHG Group 97 -0.600000 1284.280000 -174.720000 -11.980000 1458.999989
Hexagon B 26 0.160000 3255.200000 -205.800000 -5.950000 3461.000010
TOTAL 44388.540000 -667.460000 -8.79175% 45056.000411

Updated:¶

'2023-07-07 12:38:28.289100'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶